+179.0%
SHEL vs JBHT
+58.3%
+120.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.3% |
| 7D | +2.2% | +4.9% | -2.6% | +1.7% |
| 30D | +6.8% | +0.6% | +6.3% | +6.7% |
| 3M | +8.1% | -3.2% | +11.3% | +8.3% |
| 6M | +14.4% | +17.0% | -2.5% | +11.7% |
| YTD | +30.0% | +41.7% | -11.7% | +23.3% |
| 1Y | +33.3% | +90.0% | -56.7% | +20.6% |
| 3Y | +66.4% | +47.0% | +19.5% | +54.2% |
| All | +179.0% | +58.3% | +120.7% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling